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~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~person:"Xu, Jiawen"
~subject:"Financial crisis"
~subject:"Forecasting model"
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Xu, Jiawen
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Forecasting
US yield curve using the dynamic Nelson-Siegel model with random level shift parameters
Luo, Deqing
;
Pang, Tao
;
Xu, Jiawen
- In:
Economic modelling
94
(
2021
),
pp. 340-350
Persistent link: https://www.econbiz.de/10012695028
Saved in:
2
Modelling exchange rate volatility with random level shifts
Li, Ye
;
Perron, Pierre
;
Xu, Jiawen
- In:
Applied economics
49
(
2017
)
26
,
pp. 2579-2589
Persistent link: https://www.econbiz.de/10011819611
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